Time Out when trying to run query in Mysql

I'm running the following code:

SELECT e.*, e.CO_ESCOLA, es.CO_ENTIDADE 
FROM enem20162 e
INNER JOIN escolas es ON e.CO_ESCOLA = es.CO_ENTIDADE
#WHERE CO_ENTIDADE = 
ORDER BY e.CO_ESCOLA;

I want to return students who are connected to a school, but when I run the code in MySQL it can not complete execution. It keeps trying and never ends. I have already changed the parameters to increase the execution time but it did not work.