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Although 'Aztec' is the term by which they are most commonly known, the empire spanning most of central Mexico at the time of the arrival of the Spanish would have called themselves the 'Mexica' (meh-SHEE-ka).
I use 'Aztec' on this website because it is more widely known. However, Mexica is undoubtedly the more accurate term, and it is the one I use in my literature review as well as my presentation. I encourage you to read the first two sections of my literature review if this interests you.