I think sometimes yorkies just cough for no reason. I know that when I take mine out in the hot weather and then bring them back into the air conditioner, they may start to cough or have a little bit of a runny nose for a few days, but it always goes away. She may, indeed, have a hairball in her throat. She may have eaten something that scratched her tiny throat and that is why she is coughing. She could also be reverse sneezing. However, it may be as serious as the beginning of a collapsed trachea. Just keep an eye on her and unless she really starts having trouble breathing, I wouldn't worry too much about it.
Maybe next time you take her to the vet, just mention it to him and get the vet to check her out while you're there.