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From an energy-saving perspective, the authors investigate the downlink power control issue of the two-tier heterogeneous networks (HetNets) using a cognitive radio train of thought. The authors consider the HetNets scenario of one macro-cell evolved-NodeB (eNB) and multiple femto-cell Home evolved NodeBs (HeNBs) cooperatively coexisting to provide better services. A specific HeNB allows macro-mobile station (macro-MS) previously associated with eNB to access to it for better signal-to-interference plus noise ratio (SINR) guarantee. As a reward, the macro-MS pays a certain of revenue to HeNB as the incentive mechanism for this HeNB's downlink extra power consumption, which is manifested in the design of the price function. The throughput bound of Macro-MSs in HeNB cell is given. Then, the authors select the SINR as the performance measure and formulate the power control of selected HeNBs as multi-constrained optimisation problem. Meanwhile, the authors derive the sub-optimal and closed-form power control of individual HeNB, based on which the authors design the distributed algorithm with the aid of eNB and HeNBs cooperatively to implement the pricing information exchange. Simulation results show the improved performance of the convergence, the energy-efficiency measured by 'energyper- bit' and the throughput of the 'Proposed-Cognitive-x' power control algorithm.