Если очень надо, то
<!DOCTYPE html>
<html>
<head>
<script>
function as(){
var s = document.createElement("script");
s.type = "text/javascript";
s.src = "/bla";
document.body.appendChild(s)
};
</script>
<meta charset="utf-8">
<title>JS Bin</title>
</head>
<body>
<select onchange="as()" name="">
<option value="">Lorem.</option>
<option value="">Omnis!</option>
<option value="">Quaerat?</option>
<option value="">Ea?</option>
<option value="">Placeat.</option>
</select>
</body>
</html>