webpack.config.js

module.exports = {
    devtool: 'source-map',
    entry: ['./src/index.tsx'],
    output: {
        filename: 'bundle.js',
        path: __dirname + '/dist/'
    },
    module: {
        rules: [
            {
                test: /\.tsx?$/,
                use: ['ts-loader'],
                exclude: /node_modules/,
            },
        ]
    },
    resolve: {
        extensions: [".tsx", ".ts", ".js"]
    }
};

tsconfig.json

{
  "compilerOptions": {
    "outDir": "./.build/",
    "sourceMap": true,
    "noImplicitAny": true,
    "module": "es6",
    "target": "es5",
    "jsx": "react"
  }
}

package.json

{
  "name": "x",
  "version": "0.1.0",
  "description": "",
  "main": "dist/index.js",
  "repository": "",
  "author": "",
  "license": "MIT",
  "scripts": {
    "build": "webpack",
    "watch": "webpack -w"
  },
  "devDependencies": {
    "@types/react": "^16.0.9",
    "@types/react-dom": "^16.0.0",
    "ts-loader": "^2.3.7",
    "typescript": "^2.5.3",
    "webpack": "^3.6.0"
  },
  "dependencies": {
    "react": "^16.0.0",
    "react-dom": "^16.0.0"
  }
}