adverb
BAD : Since I was small, I've always wanted to go to abroad.
GOOD : Since I was small, I've always wanted to go abroad.
BAD : I would like to continue my studies in abroad.
GOOD : I would like to continue my studies abroad.
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go/live/be abroad (WITHOUT to, at, in etc)
The only preposition that is used before abroad is from : 'She came back from abroad saying how much she had missed her home and family.'