You searched for: “ethnonym
1. A proper name by which a people or an ethnic group is known.
2. The name of an ethnic group, whether that name has been assigned by another group; such as, an exonym; or self-assigned; such as, an autonym.

At one time when ethnonyms were acceptable references, they could also become offensive, or become ethinic slurs. Examples of "unacceptable ethnonyms" include Gypsy for Roma; "Nigger", Negro, or colored for "black" people; and historical references: "vandal", "Bushman", "barbarian", and "Philistine".