You can also always photoshop out the hue... just mess with the color balance some. Throw up the blues and you may get rid of a lot of it. Depends on how orange they are. I find I often get yellowing in low light photos.
as mentioned before, it maybe your camera settings. If not, get new lamps. I use Halogen desk lamps. They are white when new, so replacement bulbs may be needed every few months. If not, they will eventually turn off-white, but giving a good effect, pale, vintage look.
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