Another clevis.

Usually there is nylon tube involved. You can thread one metalic rod into one end, and other into the other. Attach a clevis to each end and you're in business.

If you are working on a parklyer or something where weight is a big issue, you can use screw down type appliances. I do not know the name, however, it is basically an insert that goes down through a hole on a servo arm. Then it has a horizontal hole through it that you would pass the rod, then you'd get a tiny screw and tighten it down to hold the rod into place. I am unsure the name of these....anybody?