This is a coupler that allows you to associate a 5mm axis and a 8mm axis. I use it between a Nema motor shaft and a 8mm threaded rod.
I tighten it with two M3 16mm bolts.

Edit : if you need different diameters, I remixed this coupler to be customizable through Thingiverse's customizer. It's available here: http://www.thingiverse.com/thing:299663

Just use two ~16mm M3 bolts :)