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Cognitive radio (CR) technology represents a promising solution for solving the problem of spectrum scarcity and underutilization in wireless communications. While orthogonal frequency division multiplexing (OFDM) is regarded as a suitable technology for the CR physical layer, it can suffer from out-of-band radiation, which hinders its spectrum sharing capabilities. In this paper we consider a turbo-coded OFDM based CR system, and propose three methods for shaping the spectrum of the CR signal to reduce interference affecting primary users (PUs) that operate in adjacent bands. The proposed methods use multiple choice sequences (MCS) generated at the bit level by employing different pseudo random bit sequences, by using bit interleavers with different depths, or by a combination of both, respectively. In order to reduce interference to adjacent bands, the sequence with the best spectral shape is transmitted along with its index. Performance of the proposed methods is illustrated with numerical results obtained from simulations, and the trade off between a better spectral shape and the reduction in the spectral efficiency of the systems is discussed.