How does interfaces with construct signatures work?

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I am having some trouble working out how defining constructors in interfaces work. I might be totally misunderstanding something. But I have searched for answers for a good while and I can not find anything related to this.

How do I implement the following interface in a TypeScript class: 

interface MyInterface {
    new ( ... ) : MyInterface;
}

Anders Hejlsberg creates an interface containing something similar to this in this video (at around 14 minutes). But for the life of me I can not implement this in a class.

I am probably misunderstanding something, what am I not getting?

EDIT:

To clarify. With “new ( … )” I meant “anything”. My problem is that I can not get even the most basic version of this working: 

interface MyInterface {
    new () : MyInterface;
}

class test implements MyInterface {
    constructor () { }
}

This is not compiling for me I get “Class ‘test’ declares interface ‘MyInterface’ but does not implement it: Type ‘MyInterface’ requires a construct signature, but Type ‘test’ lacks one” when trying to compile it.

EDIT:

So after researching this a bit more given the feedback. 

interface MyInterface {
    new () : MyInterface;
}

class test implements MyInterface {
    constructor () => test { return this; }
}

Is not valid TypeScript and this does not solve the problem. You can not define the return type of the constructor. It will return “test”. The signature of the following:
class test {
constructor () { }
}
Seems to be “new () => test” (obtained by hovering over “class” in the online editor with just that code pasted in). And this is what we would want and what i thought it would be.

Can anyone provide an example of this or something similar where it is actually compiling?

EDIT (again…):

So I might have come up with an idea as to why it is possible to define this in an interface but not possible to implement in a TypeScript class.The following works: 

var MyClass = (function () {
    function MyClass() { }
    return MyClass;
})();

interface MyInterface {
    new () : MyInterface;
}

var testFunction = (foo: MyInterface) : void =>  { }
var bar = new MyClass();
testFunction(bar);

So is this only a feature of TypeScript that lets you interface javascript? Or is it possible to implement it in TypeScript without having to implement the class using javascript?

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