<join limit exceeded> error when executing a query using COQL

<join limit exceeded> error when executing a query using COQL

I have executed the following query (using COQL):

{
    "select_query":"select Owner.first_name,Created_By.first_name,Modified_By.first_name from Accounts where id is not null" 
but I get an 400 Bad Request with the following response,
{
"code": "LIMIT_EXCEEDED",
"details": {
"by": "relation",
"limit": 2
},
"message": "join limit exceeded",
"status": "error"
}

Owner, CreatedBy and ModifiedBy are ownerlookup column.

It seems that when there is more than two lookup columns in the SELECT * operation we will get the join limit exceeded from the server-side. Is there  any possible way to get these columns  without getting the <join limit exceeded> error?