In this paper we present a simulation study as well as two applications of a newly proposed approach towards I(1) cointegration using so-called state-space error correction models (SSECMs). SSECMs have been introduced in Ribarits and Hanzon (2014) where questions of model selection, parametrization and maximum likelihood estimation are treated in detail. The present paper shows the potential of this new approach to I (1) cointegration analysis.