MouseEvent not working in Internet Explorer

The MSDN documentation from the link you provided indicates that the new syntax for the DOM L4 event constructor pattern:

Applies to Internet Explorer for Windows 10 Technical Preview and later.

which is a different version of IE from what you are using. So it's expected that IE11 does not support this feature

There is a polyfill to make it work in IE.

Except that the try catch block in that code needs to look like this:

try {
  new CustomEvent('test');
  return false; // No need to polyfill
} catch (e) {
  // Need to polyfill - fall through
}

I submitted this correction to their website.