How to include a JavaScript file in another JavaScript file?

Here is my synchronous version without jQuery:

function myRequire( url ) {
    var ajax = new XMLHttpRequest();
    ajax.open( 'GET', url, false ); // <-- the 'false' makes it synchronous
    ajax.onreadystatechange = function () {
        var script = ajax.response || ajax.responseText;
        if (ajax.readyState === 4) {
            switch( ajax.status) {
                case 200:
                    eval.apply( window, [script] );
                    console.log("script loaded: ", url);
                    break;
                default:
                    console.log("ERROR: script not loaded: ", url);
            }
        }
    };
    ajax.send(null);
}

The @import syntax for achieving "css-like" js importing is possible using a tool such as Mixture via their special .mix file type (see here). I imagine the application simply uses one of the aforementioned methods "under the hood," though I don't know.

From the Mixture documentation on .mix files:

Mix files are simply .js or .css files with .mix. in the file name. A mix file simply extends the functionality of a normal style or script file and allows you to import and combine.

Here's an example .mix file that combines multiple .js files into one:

// scripts-global.mix.js
// Plugins - Global

@import "global-plugins/headroom.js";
@import "global-plugins/retina-1.1.0.js";
@import "global-plugins/isotope.js";
@import "global-plugins/jquery.fitvids.js";

Mixture outputs this as scripts-global.js and also as a minified version (scripts-global.min.js).

Note: I'm not in any way affiliated with Mixture, other than using it as a front-end development tool. I came across this question upon seeing a .mix javascript file in action (in one of the Mixture boilerplates) and being a bit confused by it ("you can do this?" I thought to myself). Then I realized that it was an app-specific file type (somewhat disappointing, agreed). Nevertheless, figured the knowledge might be helpful for others.

I am adding the statement you have mentioned in the top of my .js file.

document.write('<scr'+'ipt type="text/javascript" src="file2.js" ></scr'+'ipt>');

but why are you include? You don't need an include. You can just add the code to the existing JavaScript file. Or you can call js files from the HTML file.