No, not only Great wall.
You see, Great wall is both industrious and militaristic wonder (which happen to be the two traits of the chinese civ). So if the chinese complete great wall, they enter to golden age. If the chinese complete pyramids, nothing happens (yet, since it's industrious but not militaristic wonder), but if they later complete sun-tzu's art of war (which is militaristic wonder), then they enter golden age.
So, you can enter golden age by:
- building one wonder (which has both civ traits of that particular civ)
- building two wonders (which have the civ traits)
- or by having a victorious combat with your unique unit.
But there is one exception in the wonder-induced golden age (just to mix things up):
If you have captured an enemy city/cities which contains wonders related to your civ traits (lets say you have captured two cities - one of them has pyramids and one of them has sun-tzu's art of war), the next wonder you complete (no matter what are the wonder traits) starts your golden age.