If by ethnicity you mean genetics, then no, you can't change that (not yet anyway). But if you mean outward appearance of ethnicity, then yes, there are plenty of ways to adjust it that are widely employed. Everything from skin whitening cream to tanning to bleaching to plastic surgery to whatever Rachel Dolezal did. A lot of this stuff is very widespread in many countries, e.g. it's very common for Asians to get eyelid surgery to look more white.