Convert DSGE paper to structural econometrics, anything to be noted？
There's no correct method to do this.  DSGE guys will estimate the model by doing something like this: plugging in priors for their parameters and then running an optimization that minimizes the distance between model and data moments while maximizing the log likelihood from the priors.  The data moments for them will be well known values of variances and covariance of the deviations of c, y, i, p from trend.  

Structural estimation guys will do any number of things: a)  take a model predicted relationship,  like a investment to q relationship,  $i=b\cdot f(q)$ where b is a parameter,  estimated the relationship and infer the value of b; b)  general method of moments or simulated method of moments or indirect inference: use a characterization of the data into moments or auxiliary statistics,  and then find parameter values such that the model (analytically or with simulations)  replicates the values of these moments or auxiliary statistics.  

Which moments / statistics to use?  Who knows!  Follow tradition! 

Which macro variances or covariances?  Who knows!  Follow tradition! (plus the values of these maybe change dramatically depending on how and when you calculate them....)