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A high amplitude electromagnetic wave propagating through a collisional plasma heats the electrons, modulates their collision frequency and generates a third harmonic electromagnetic wave. In the steady state the oscillatory component of electron temperature is electron to ion mass ratio times smaller than the nonoscillatory part. Consequently the harmonic generation efficiency even at very high powers is very small (≲10-5%). In a pulsed operation, when the duration of the pulse is much shorter than the energy relaxation time, the ratio of oscillatory to nonoscillatory components of electron temperature could attain values of the order of unity at high powers and power conversion efficiency of the order of 1% can be obtained.