Multiple Replacements

I am trying to create a column that remove multiple values, these are my attempts but I know they dont work, just trying to give an idea of what I want.

REPLACE([My column], " First" OR " Second" OR "Third","")

REPLACE([My column], {" First", " Second", " Third"},"")

The point is to remove any instance of these " First", " Second", " Third"

And replace them with nothing. notice that they all start with a space.