He said that with some very circular logic, essentially circling back to his belief that he gives the team the best chance of winning.
“When you work for yourself, there’s no firing him. You got to change him, and he’s got to change the direction he’s going. I’ve worked all my life for myself, but I’ve had to change directions many times. So, I will change. I can change. I’m not saying which way (I’ll change). But I’m capable of change. I’ve had to (in order to) have any success in my life.”
Here's the quote you're referencing about firing himself as GM:
"Well, I think so, because he was there to dismiss. I've always worked for myself and you can't do that. You basically have to straighten that guy out in the mirror when you work for yourself. But certainly, if I'd had the discretion, I've done it with coaches and certainly I would have changed a general manager."
However, he was talking about based on past performance. Looking at the results, he would have fired that GM, but since he's GM and owner, he just has to improve.
This is from a 2014 ESPN article:
It's become a preseason rite that this question is posed in Dallas: Why hasn't owner Jerry Jones fired general manager Jerry Jones? Every summer, Jones gamely parries the question, always acknowledging the team's past futility but never leaving any doubt that nothing will change.
"We would have thought that, with Romo as our quarterback, with a coach, a young coach, like Jason Garrett, that we should have been in better shape to compete," Jones says at Valley Ranch. "So I'd be highly critical.
"On the other hand, I would have to look at what the GM has been -- what he's been in the past and, I would like to think, capable of what he can do in the future."
When speaking of his role as GM, Jones often refers to himself in the third person, as if doing so might keep his shoddy performance at a safe distance.
Asked to grade his performance as GM, he says, "I'd give a C. If we had won a half a game more a year, we would be in the top five winningest teams in the NFL. ... We've been in a rut. Now, that stops with me. But the best person to get us out of the rut is me."
