Create ObservableCollection with castle dinamicproxy for a DataGrid

Question

How can I create a observableCollection of T where T is a castle dinamicproxy that Implements INotifyPropertyChanged and wpf DataGrid can add new itens?

I managed to create the collection but when the Data Grid create a new row I receive a TargetInvocationException

I belive the problem is that the proxy cannot be created with a parameterless contructor