knocking sound and stalling at low speeds

My 98 wrangler has been stalling and making a knocking sound at low speeds. If I let it warm up for 20 minutes, it does o.k., but if I cold start it, it does this every time. I hammer down on the gas and it goes away. I have changed the plugs and wires, the fuel pump, and had the catalytic converter and o2 sensor replaced with no avail. The check engine light is not on. I was wondering if anyone might know what it could be? Thanks.

did you replace the fuel filter with the new pump?

Yes, the feul filter was replaced with the pump. It looked pretty gummed up but the jeep still isn't running any better after all these changes. I called the chrysler dealership and they said it was pointless to get a diagnostics if the check engine light is not on which it isn't.