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The true name of Yoda's species is not recorded and is often simply called 'Yoda's species'. See Yoda's species on Wookieepedia for details.
The original draft of Star Wars was told in the form of the "Journal of the Whills". Among other elements that would find their way into the prequel trilogy, it makes mention of Mace Windu. It has been speculated that Yoda is indeed a "Whill" however there is nothing that supports that suggestion.