Convention for same-directory imports
In most places we use absolute imports, e.g. `from pandas.foo.bar import baz`.  In a small number of places (the one I noticed being `core.dtypes.cast`, `core.dtypes.missing`),  we use relative imports for same-directory imports (`from .common import foo, bar, baz`)

We should either get rid of these special cases, or explicitly allow same-directory imports to be relative.

I happen to like the relative imports because they are much less verbose, make it easy to see when most/all of a module's imports are from the same directory.  IIRC `isort` supports arranging same-directory imports in their own section.