Jeep grand cherokee fault?

I have a Jeep Grand Cherokee 4 ltr ltd (auto 98) and have a problem.. When the engine is cold it will not change from 2nd to 3rd gear. Once the engine has warmed up, its not such a problem, it will go into 3rd/4th/5th easy. I have changed the auto transmition fluid but to no avail. Any idea's would be great, thanks.
 
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