Miniature centrifugal jet engines are available now in various sizes and thrusts, and being used by many modellers.
They can be bought complete but are expensive, typically around $3000US.
Kit sets are also available or you can buy the hard to construct parts like the turbine and the compressor and make the rest yourself.
It depends on how deep your pocket is and what sort of engineering facilities and skills you possess.
There are several magazines devoted entirely to the subject, browse or ask your local book shop.