referencing a foreign key not working in SQL

I'm trying to reference two seperate tables to create a third table, but SQL says there's a syntax error near FOREIGN

import sqlite3 as db
connection = db.connect("doctor_who_database")

cursor = connection.cursor()

cursor.execute("""CREATE TABLE IF NOT EXISTS doctor_who_database(
item_id TEXT PRIMARY KEY,
item TEXT)""")

cursor.execute("""CREATE TABLE IF NOT EXISTS doctor_who_database2(
person_id TEXT PRIMARY KEY,
season TEXT,
person TEXT)""")



cursor.execute("""CREATE TABLE IF NOT EXISTS doctor_who_database3(
id TEXT PRIMARY KEY,
item TEXT,
season TEXT,
person TEXT)""")

cursor.execute("""FOREIGN KEY(item_id) REFERENCES doctor_who_database(item_id)""")