Is a loose connection the cause of my jeep shutting off?

Try replacing that wire that plugs into the coil. If that doesn't work you may have a defective coil or you will have to find out why the coil is getting fried. Sometimes a vehicle will start up and run fine till the coil gets hot then shut down. And yes, a crappy coil can cause the problem you are having. You can usually feel it sputter when you give it throttle and feel the misfire. I would recheck the distributor and rotor, the gap in the plugs, and the spark plug wires. If you have a bad coil and improperly gapped plug there wont be enough juice to bridge the gap and make enough of a spark to ignite the fuel, hence the misfire.