Insert newline in Ex mode in Vim

How to insert newline in Ex mode in Vim

:iab ii \[  <CR>  \]

Create abbreviation 'ii' in Insert mode, <CR> will be inserted as newline
:       => Ex mode in Vim, nothing out of ordinary
iab     => abbreviation for insert mode
ii      => abbreviation name, e.g. type 'ii' in Insert mode, you will get \[ \n \]
\[      => open bracket in math mode in Latex
<CR> => newline
\]      => close bracket in math mode in Latex