The cooler for the EGR valve can leak coolant internally, which causes white smoke to come from the tail pipe. Hot exhaust gases are cooled by the EGR cooler before being circled back into the engine.
Problems for specific Ford F-250 Super Duty years:
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Most reported 1999 Ford F-250 Super Duty problems
There is a technical service bulletin for the V8 engines regarding a possible problem with the spark plug being ejected from the cylinder head, damaging the threads in the spark plug hole. If the vehicle is under warranty, cylinder head replacement is recommended. If the vehicle is out of warranty, Ford authorized the use of a specific thread insert to repair the head.
It is important to check the air filter maintenance minder periodically and service the air filter when recommended. The air filter minder monitors the vacuum in the intake and vacuum builds as the filter gets plugged. Vacuum can build enough so that it draws oil through the seals inside the turbocharger, damaging the seals.