wp_dropdown_pages auto submit

You can use the following piece of code.

<form action="<?php bloginfo('url'); ?>" method="get">
    <?php
    $select = wp_dropdown_pages(
                        array(
                            'post_type' => 'ce_artists',
                            'show_option_none' => 'Select Artist',
                            'echo' => 0
                        )
                    );

    echo str_replace('<select ', '<select onchange="this.form.submit()" ', $select);
    ?>
</form>

You can find a similar example here in the codex