There exist smooth  but not analytic  closed curves without selfintersections. I just would like to see a simple example of such a curve.
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Let $\psi:\mathbb{R}\to\mathbb{R}$ be a $C^\infty$ function with compact support in $[0,\pi]$ and such that $\psi(t)>0$ if $0 < t < \pi$. Then $$ \gamma(t)=\psi(t)(\cos t,\sin t),\quad 0 < t <\pi,\quad \gamma(0)=\gamma(\pi)=(0,0) $$ is such a curve. You can take for instance $$ \psi(t)=\exp\Bigl(\frac{1}{t^2(\pi^2t^2)}\Bigr). $$ 


Consider the curve $$\gamma:\quad \phi\ \mapsto\ \Bigl(1+\exp{1\over \pi^2 \phi^2}\Bigr)\ (\cos\phi,\sin\phi)\qquad(\pi< \phi< \pi)$$ with filledin point $(1,0)$. 

