My dog won't stop itching/nibbling at himself, what's wrong with him?

My dog is around 7 months old and when we got him he was mostly fine (I mean that in the way that he didn't present this problem when we got him at 4 months old). He is constantly nibbling at his limbs and has lost major amounts of hair. We've taken him to the vet and they tell us we need to change his diet to one certain kind of protein source. We've tried chicken, pork, fish, and some others which are gluten free or corn free. Nothing has worked so far so I'm kind of desperate to get a solution. Anyone have any idea of what this could be?

Here's pictures of him: http://imgur.com/a/KpFxx