Here is what I found in Wikipedia...
Hypoallergenic coats
The typical fine, straight, and silky Yorkshire terrier
coat has also been listed by many popular dog information websites as being hypoallergenic. In comparison with many other breeds,
Yorkies do not shed to the same degree, only losing small amounts when bathed or brushed. All dogs shed, and it is the dog's dander and saliva that trigger most allergic reactions. Allergists do recognise that at times a particular allergy patient will be able to tolerate a particular dog, but they agree that "the luck of the few with their pets cannot be stretched to fit all allergic people and entire breeds of dogs. The Yorkshire terrier coat is said to fall out only when brushed or broken, or just said to not shed. Although neither of those statements agree with what biologists, veterinarians, and allergists know about dog fur, allergists "think there really are differences in protein production between dogs that may help one patient and not another", meaning that some allergic people may not have allergic reactions to a specific dog, like the Yorkie.
More info form the same site:
Yorkshire Terrier - Wikipedia, the free encyclopedia