Polling stations have closed after Kosovo's historic elections, the first since its unilateral declaration of independence in 2008, with some shutting up earlier than planned because of tensions.

Exit polls indicate that Prime Minister Hashim Thaci's PDK party was ahead in the parliamentary election in Kosovo, according to an early exit poll by an independent NGO and a well-know political analyst.

The poll by Kosovo NGO Gani Bobi and political analyst Shkelzen Maliqi gave Thaci's LDK 31% of the vote ahead of its main rival, the Democratic League of Kosovo (LDK), with 25%.

The newcomer Self-determination party led by student activist-turned-politician Albin Kurti was in third place with 16% of the vote.

Some 1.6m voters were eligible to cast their ballots to elect 120 members of parliament.

Polling stations closed a little after 7pm, although people waiting in line at that time were still allowed to cast their vote.

The electoral commission said the vote had gone off without incident but polling stations in the majority Serb north had closed early.

There had been threats to locals not to take part in the vote organised by the ethnic Albanian majority.

Ethnic Serbs in the divided town of Mitrovica are boycotting the election, showing lingering tensions from Kosovo's breakaway from Serbia.

Nine Serb parties were running for parliament elsewhere and their Serb voters had come out to cast ballots.

The European Union and the US view the snap election as a test of Kosovo's democratic maturity.

A free and fair vote is a condition for eventual membership in the EU.

‘Today, Kosovo votes for a European future, for a European Kosovo, for visa liberalisation, for Kosovo as a NATO member, for integration in the EU and the United Nations,’ Mr Thaci said after casting his vote in Pristina.

His rival Isa Mustafa, Mayor of Pristina and newly-elected head of the LDK, founded by late pacifist leader Ibrahim Rugova, said the day was important for ‘democracy and governance.’

‘I believe that these elections will be successful and all of us will be happy with the outcome,’ Mr Mustafa added.

Their coalition, which led Kosovo when it declared independence from Serbia in 2008, collapsed after president Fatmir Sejdiu resigned at a time when the European Union rule of law mission raided ministries in its anti-corruption drive.

‘The only thing that I want is a better economy and the health sector to be improved. Hospitals are a disaster here,’ nurse Durie Zhubi told Reuters at a Pristina polling station.

Dobrila Radenkovic, a Serb in the enclave of Gracanica, said she expected prosperity.

‘So far I am satisfied with my party, it is visible that they did a lot with limited funds and we hope for our better future here,’ Ms Radenkovic told Reuters Television.

In the Serb-dominated northern part of Kosovo, polling stations were not open and the election commission had sent some mobile voting booths under police protection, a Reuters reporter and monitors of Democracy in Action said.

Police said a private building used by NATO peacekeepers was shot at a few hours after midnight in the Serb dominated town of Zubin Potok. It was empty at the time.

The new government, most likely a coalition of more than two parties, will need to keep up efforts to get Kosovo recognised as a state by more than the current 72 United Nations members and sit for talks with Serbia on practical issues.

Foreign observers were in Pristina and will give their final evaluation tomorrow.