Third party ad tag definition may vary according to points of view.
An example of third party ad tag using IFRAME:
At the page or site level and from the visitor point of view, third party ad tags are also all ad tags implemented on the page or website in ad placements. They are considered as third party tags because they instruct the visitor’s browser to redirect to an other server and domain for retrieving the creative.
Image credit Liedamnedlies
According to this meaning, third party ad tags are only a kind of all third party tags which can be found on a website.