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This paper considers the problem of spectrum sensing in cognitive radio networks when the primary user employs Orthogonal Frequency Division Multiplexing (OFDM). We specifically consider the scenario when the channel between the primary and a secondary user is frequency selective. We develop cooperative sequential detection algorithms based on energy detectors. We modify the detectors to mitigate the effects of some common model uncertainties such as timing and frequency offset, IQ-imbalance and uncertainty in noise and transmit power. The performance of the proposed algorithms are studied via simulations. We show that the performance of the energy detector is not affected by the frequency selective channel. We also provide a theoretical analysis for some of our algorithms.