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In this paper, we consider a cellular cognitive radio network that adopts opportunistic spectrum access for its data transmission in the downlink from base stations (BSs) toward cognitive radio users (CRs). Since the spectrum is licensed to a primary network, base stations of the cellular secondary network should protect primary users against excessive interference caused by secondary network communications. As the optimum resource allocation problem is NP-hard, we use game theory to propose a distributed scheme for power allocation in the downlink of cognitive radio network to guarantee communications of primary networks and provide required signal-to-noise plus interference of cognitive radios. In return, each base station charges the cognitive radios in its cell for their provided received SINR. We model the problem using a two-stage multi-leader-follower game known as Stackelberg game. Simulation results show that our proposed power control scheme provides higher SINR levels (or equivalently higher data rates) with lower costs for secondary users while consuming lower average transmit power.