It's difficult if you don't live in a large city where you have access to all the "doggie specialists" like allergists! My oldest Boston, Ragan, has allergies and I would have to drive for two hours and spend money I don't have to get her tested. She's always had skin problems but it's been trial and error with her. I KNOW she's allergic to fleas. Even one on her and she's up all night crying and scratching, so I have to be very careful to keep her treated for fleas. And I KNOW she's allergic to grass, especially when it's freshly cut. If I were to let her walk through the freshly cut grass, she'd be licking and biting her little feet till the the pads bled!
And part of it is food allergies too. The affects of food allergies can show on their skin too. I found out by accident that Ragan's apparently allergic to CORN! When all the dog food recalls came out I got scared and stopped feeding them their usual canned food and started cooking homemade "human" food for them. And within weeks, for the first time in her life, her coat grew in thick and shiny and she stopped scratching! Just TRY to find a "grocery store" dog food without corn in it! There aren't any! Read the labels ... corn is the MAIN ingredient in almost all of them and LOTS of dogs are allergic to it! So I'm still cooking for them, and I'll be off to the pet store for some of the really expensive "allergy formula" two-ingredient dry foods for her. She did OK for a while until she started her normal summer shedding and now she's looking a little thin again. We've had a horribly hot summer but she should be better when the weather cools.
You might try experimenting with the food though. Right now mine are eating my homemade concoction of cooked ground beef (and sometimes turkey), rice, and canned mixed vegetables. No seasonings, of course. I make a weeks worth at a time and put it in freezer bags. Then in the mornings I thaw one bag and mix in a few freshy scrambled eggs. They LOVE it and they're doing great on it! And NO corn! And it doesn't cost much more than the expensive canned food I had been buying for them.