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It look like instead of Duchy, Kingdom, Empire; hordes go Horde, Khanate, Khaganate. If you navigate to the Government Tab (2nd one across the top) there should be a little crown that you can click that will rank up your government.
Formable empires (without knowing if the formation is possible without one DLC/the formation requires government type you do not have etc) in the wider (for a wide meaning of "wide") are Golden Horde, Persia, Persia, Bharat, Hindustan, Mughals, Quing.
For all of them you need to change culture (maybe with exception Golden Horde) and sometimes religion.
Mughals and Qing are forbidden to form Yuan, so you need a step between (Shan, Tibet, ...).
For forming Yuan you need to change back your culture, but that seems the only way to become an empire.
Edit:
You got me while I was searching the wiki
Edit 2:
Without knowing your current situation possible easier switches may be:
Mongolia -> Japan -> Yuan (only requires culture shift to Japanese and back)
Mongolia -> Golden Horde -> Yuan (if you are Steppe Nomads government, culture shift to Tatar and back)
I know Cossacks adds the ability to culture convert a province to any neighbouring culture which is helpful for culture shifting but does it realy prevent you from culture shifting by other means?
I.e. Make states only in areas with your wanted culture by unstating or creating vassals?
I have no idea. I never did culture shifts in my before DLCs time
Ming > Mughals > Manchu > Shan > Yuan is the route FYI. Find out the requirements for them to be able to do and voila you will have the quickest Yuan formation ever if that’s what you’re trying to do.
And since Yuan has cheaper coring cost recoring your original states won’t be too much of a pain it does however mean you will not be expanding for a while since you will want to get those full cores back. The recoring is also why you would want to have the first two ideas in Admin Ideas unlocked as well. Also if you’re going to do that I would recommend waiting brick you have enough admin and diplo points saved up to do all of it all at the same time that way you can take advantage of the free claims from forming Mughals as well as the claims and cores you get from forming Manchu. So it would probably be best if you have near the cap limit amount of admin as well as diplo points to do all of this in time to also take advantage of the free claims you get while they last. Because those claims are no longer permanent if you tag switch. Also, tag switching means you lose all of the Mandate reforms if you’re using MoH dlc so keep that in mind as well.