How to get list of days between two dates?

Hello,

I'm trying to write a query and cannot figure out how to do it (or
whether it can be done in SQL alone). Given a table containing events
with their starting and ending days (may be single- or multi-day
events), I need a list of the events occurring each day:

CREATE TABLE test_events (
event_id serial,
event_name text,
start_time date,
end_time date,
CONSTRAINT event_pkey PRIMARY KEY (event_id)
);

INSERT INTO test_events (event_name, start_time, end_time) VALUES
('First Event', '05/01/2006', '05/04/2006');
INSERT INTO test_events (event_name, start_time, end_time) VALUES
('Second Event', '05/02/2006', '05/02/2006');
INSERT INTO test_events (event_name, start_time, end_time) VALUES
('Third Event', '05/04/2006', '05/05/2006');
INSERT INTO test_events (event_name, start_time, end_time) VALUES
('Fourth Event', '05/07/2006', '05/07/2006');

The query results should look like:

5/1/2006 First Event
5/2/2006 First Event
5/2/2006 Second Event
5/3/2006 First Event
5/4/2006 First Event
5/4/2006 Third Event
5/5/2006 Third Event
5/7/2006 Fourth Event

I've been experimenting with set-returning functions, but I haven't
stumbled on the answer. Suggestions?

Thanks
--christine

Christine Desmuke
Database Administrator
Kansas State Historical Society
Topeka, KS
cdesmuke(at)kshs(dot)org