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Implement "WITH .. AS" Statements in Airflow Dags

In Amazon Athena UI, I can do something like this:

WITH outer_query AS (SELECT id FROM outer)
SELECT * FROM inner JOIN ON inner.id = outer_query.id

How do I do this in Dags in Airflow using Python? The examples I saw uses simple queries using PythonOperator and doesn't use the WITH.. AS.. statement. Thank you!

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