Using a base class for an integration test

My base class for an integration test:

[TestClass]
public class BaseIntegrationTest
{
    protected readonly ApplicationDbContext _dbContext;

    public BaseIntegrationTest()
    {
        _dbContext = new ApplicationDbContext("DefaultConnectionTest");
    }

    [ClassInitialize]
    public void Initialize()
    {
        InsertTestData();
    }

    public void InsertTestData()
    {
        _dbContext.Users.Add(new User { Name = "John Doe" });
    }
}

Here's a test class that inherits from BaseIntegrationTest:

[TestClass]
public class UserRepositoryTests : BaseIntegrationTest
{
    // how to lose this method here and use the one in the BaseIntegrationTest?
    //[ClassInitialize]
    //public static void Setup(TestContext context)
    //{
    //  BaseIntegrationTest test = new BaseIntegrationTest();
    //  test.InsertTestData();
    //}

    [TestMethod]
    public void GetUser()
    {
        Filter f = new Filter()
        {
            Name = "John Doe"
        };

        UserRepository fr = new UserRepository(_dbContext);
        var result = fr.GetUser(f);

        Assert.IsTrue(result.Any(x => x.Name == "John Doe"));
    }
}

The method decorated with the [ClassInitialize] attribute in the BaseIntegrationTest never gets executed, and because of that, my tests fail. No data gets inserted into the database.

But if I uncomment the public static void Setup(TestContext context) in the UserRepositoryTests it works.

I have a few more repositories I want to test. And I want the data being inserted into the database being done in the base class so that I can run all the tests without recreating the database for every repository I want to test.

Converting public void Initialize() into public static void Initialize(TestContext context) doesn't work either. The Initialize() wont get executed/called.

Am I missing something? Or are these limitations of unit test/integration test? I'm pretty new to unit testing/integration testing.