In SharePoint 2010 we had the possibility to choose to login in as different user.

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The next version 2013 Microsoft thought it would be a great idea to just remove this 🙂
The workarround is the following, just browse this url:

http://<site URL>/_layouts/closeConnection.aspx?loginasanotheruser=true

There is also a way to alter the Welcome.aspx file, great  blog can be found here !!