My Cordy did the very same thing shortly after he came home. I have no idea what caused it, but I combed him through and through daily, and we worked on his diet for the longest before he finally started to look like his skin was going to stay on his body!
I think it was a combination of a poor diet and human shampoos....
We bought a medicated shampoo, and helped his diet come around, nad now he's as perfect as a yorkie can be!